function [mu, Sigma] = mixgaussTrainObserved(obsData, hiddenData, nstates, varargin); % mixgaussTrainObserved Max likelihood estimates of conditional Gaussian from raw data % function [mu, Sigma] = mixgaussTrainObserved(obsData, hiddenData, nstates, ...); % % Input: % obsData(:,i) % hiddenData(i) - this is the mixture component label for example i % Optional arguments - same as mixgauss_Mstep % % Output: % mu(:,q) % Sigma(:,:,q) - same as mixgauss_Mstep [D numex] = size(obsData); Y = zeros(D, nstates); YY = zeros(D,D,nstates); YTY = zeros(nstates,1); w = zeros(nstates, 1); for q=1:nstates ndx = find(hiddenData==q); w(q) = length(ndx); % each data point has probability 1 of being in this cluster data = obsData(:,ndx); Y(:,q) = sum(data,2); YY(:,:,q) = data*data'; YTY(q) = sum(diag(data'*data)); end [mu, Sigma] = mixgauss_Mstep(w, Y, YY, YTY, varargin{:});